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A Convex Cone is a Convex Set

Last updated Nov 1, 2022

# Statement

Let VV be a Vector Space

Vector Space

Definition Suppose VV is a , FF is a , and +:V×VV+: V \times V \to V and $: F...

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on R\mathbb{R} and let SVS \subset V be a Convex Cone

Convex Cone

Definition Let VV be a over R\mathbb{R} and let SVS \subset V. Then SS is a if $\forall a,...

11/7/2022

. Then SS is a Convex Set

Convex Set

Definition Let VV be a over R\mathbb{R} and SVS \subset V. SS is a if for all $\lambda \in...

11/7/2022

.

# Proof

Suppose u,vS\mathbf{u}, \mathbf{v} \in S and a[0,1]a \in [0, 1]. If a=0a = 0 or a=1a = 1 we have that au+(1a)vu,vSa \mathbf{u} + (1-a) \mathbf{v} \in {u, v} \subset S. Otherwise a(0,1)a \in (0,1) so a>0a > 0 and 1a>01-a > 0. Because SS is a Convex Cone

Convex Cone

Definition Let VV be a over R\mathbb{R} and let SVS \subset V. Then SS is a if $\forall a,...

11/7/2022

, we have that au+(1a)vSa \mathbf{u} + (1-a) \mathbf{v} \in S. Thus SS is a Convex Set

Convex Set

Definition Let VV be a over R\mathbb{R} and SVS \subset V. SS is a if for all $\lambda \in...

11/7/2022

. \blacksquare